Description

This analysis provides a forecast of COMP5692 prices using a Seasonal ARIMA model with Box-Cox transformation. The forecast includes different scenarios:

The confidence levels used are 68%, 95%, and 99.7%, which means there is a corresponding probability that the actual price will fall within the Bear and Bull case range for each confidence level.

The purpose of this model is to help investors understand potential future price movements and make informed decisions based on different market scenarios.

Bear_0.997 Bear_0.95 Bear_0.68 Base Bull_0.68 Bull_0.95 Bull_0.997
2025-02-09 37.623660 41.122119 44.985555 49.604856 55.026811 61.252021 69.034119
2025-02-16 32.405137 37.133100 42.782539 50.175789 59.829515 72.372374 90.585741
2025-02-23 30.323556 35.919467 42.996914 52.919527 67.051170 87.528715 121.954594
2025-03-02 27.648886 33.443186 41.044080 52.203271 69.096640 95.663076 146.034116
2025-03-09 25.379706 31.173876 38.984167 50.862998 69.739899 101.525517 168.700861
2025-03-16 23.076279 28.618844 36.219626 48.046306 67.454618 101.709839 180.100907
2025-03-23 22.149460 27.853476 35.873921 48.782723 71.030824 113.340665 224.214772
2025-03-30 20.981618 26.644174 34.749255 48.118050 72.016683 120.185859 261.756003
2025-04-06 20.020171 25.653415 33.850847 47.688443 73.314321 128.068103 310.344368
2025-04-13 18.751270 24.135260 32.034877 45.526550 70.969684 127.038404 327.301116
2025-04-20 18.451201 24.016691 32.354125 47.025360 76.036332 145.548704 451.550754
2025-04-27 17.901478 23.486871 31.979216 47.250940 78.537180 158.582581 583.322849
2025-05-04 17.288722 22.931133 31.687892 47.923145 82.930192 181.924818 919.184617
2025-05-11 16.669551 22.347504 31.340358 48.536346 87.656580 211.430511 1733.492129
2025-05-18 16.448757 22.359617 31.974334 51.138771 98.138443 274.863281 9050.922172
2025-05-25 15.727712 21.519123 31.059225 50.460362 99.866922 304.049861 112771.780433
2025-06-01 14.988054 20.602308 29.934426 49.190021 99.609680 323.927679 NaN
2025-06-08 14.106135 19.408813 28.239704 46.516887 94.659194 312.339439 NaN
2025-06-15 13.775856 19.102000 28.107952 47.216222 100.076353 375.231841 NaN
2025-06-22 13.290375 18.510820 27.415669 46.585032 101.191975 412.488564 NaN
2025-06-29 12.870757 18.008330 26.851326 46.176928 102.970920 461.834386 NaN
2025-07-06 12.269294 17.174562 25.625298 44.121563 98.649967 446.945142 NaN
2025-07-13 12.141054 17.134116 25.876929 45.546818 107.039185 594.878838 NaN